+420.9%
APLD vs IJH
+50.0%
+370.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -1.8% |
| 7D | +9.0% | -0.7% | +9.7% | +10.7% |
| 30D | -6.6% | -3.8% | -2.8% | +2.1% |
| 3M | -35.2% | 0.0% | -35.3% | -34.3% |
| 6M | +0.4% | +8.8% | -8.3% | -12.2% |
| YTD | +10.7% | +13.5% | -2.8% | -9.5% |
| 1Y | +78.6% | +15.4% | +63.1% | +41.0% |
| All | +420.9% | +50.0% | +370.9% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling